Related papers: H\"ormander-Type Theorem for It\^o Processes and R…

We prove that the solution of certain linear stochastic differential equations in Hilbert spaces, namely those with bounded operators as well as the conservative stochastic Schr\"odinger equations, can be obtained - along the lines of the…

In this work, we present a bilinear Tb theorem for singular integral operators of Calder\'on-Zygmund type. We prove some new accretive type Littlewood-Paley theory and bilinear paraproduct for a para-accretive function setting. We also…

For stochastic implicit Taylor methods that use an iterative scheme to compute their numerical solution, stochastic B--series and corresponding growth functions are constructed. From these, convergence results based on the order of the…

The article proves an assertion analogous to the Littlewood-Paley theorem for the orthoprojectors onto mutually orthogonal subspaces of piecewise polynomial functions on the cube $ I^d. $ This assertion provides an upper estimate for the…

By using a simple observation that the density processes appearing in Ito's martingale representation theorem are invariant under the change of measures, we establish a non-linear version of the Cameron-Martin formula for solutions of a…

This paper is devoted to the study of the differentiability of solutions to real-valued backward stochastic differential equations (BSDEs for short) with quadratic generators driven by a cylindrical Wiener process. The main novelty of this…

We consider a broad class of semilinear SPDEs with multiplicative noise driven by a finite-dimensional Wiener process. We show that, provided that an infinite-dimensional analogue of H\"ormander's bracket condition holds, the Malliavin…

The classical Hormander's inequality for linear partial differential operators with constant coeffcients is extended to pseudodifferential operators.

In this article we introduce a stochastic counterpart of the H\"ormander condtion on the kernel $K(r,t,x,y)$: there exists a pseudo-metric $\rho$ on $(0,\infty)\times R^d$ and a positive constant $C_0$ such that for $X=(t,x), Y=(s,y),…

This paper is concerned with semi-linear backward stochastic partial differential equations (BSPDEs for short) of super-parabolic type. An $L^p$-theory is given for the Cauchy problem of BSPDEs, separately for the case of $p\in (1,2]$ and…

We obtain asymptotic expansions for the large deviation principle (LDP) for continuous time stochastic processes with weakly dependent increments. As a key example, we show that additive functionals of solutions of stochastic differential…

We discuss some estimates of subelliptic type related with vector fields satisfying the H\"ormander condition. Our approach makes use of a class of approximate exponentials maps. Such kind of estimates arises naturally in the study of…

We extend the It\=o formula \cite{MR1837298}*{Theorem 2.3} for semimartingales with rcll paths. We also comment on Local time process of such semimartingales. We apply the It\=o formula to L\'evy processes to obtain existence of solutions…

We formulate a new class of stochastic partial differential equations (SPDEs), named high-order vector backward SPDEs (B-SPDEs) with jumps, which allow the high-order integral-partial differential operators into both drift and diffusion…

We establish a convergence theorem for a certain type of stochastic gradient descent, which leads to a convergent variant of the back-propagation algorithm

We use duality in the manner of Serre to generalize a theorem of Hedenmalm on solution of the $\bar \partial $ equation with inverse of the weight in H\"ormander $\displaystyle L^{2}$ estimates.\

We produce, on general homogeneous groups, an analogue of the usual H\"ormander pseudodifferential calculus on Euclidean space, at least as far as products and adjoints are concerned. In contrast to earlier works, we do not limit ourselves…

We obtain an asymptotic H\"older estimate for expectations of a quite general class of discrete stochastic processes. Such expectations can also be described as solutions to a dynamic programming principle or as solutions to discretized…

Pointwise estimates for the gradient of solutions to the $p$-Laplace system with right-hand side in divergence form are established. They enable us to develop a nonlinear counterpart of the classical Calder\'on-Zygmund theory in terms of…

In this paper, we are concerned with backward doubly stochastic differential evolutionary systems (BDSDESs for short). By using a variational approach based on the monotone operator theory, we prove the existence and uniqueness of the…